0.51Open0.50Pre Close23 Volume195 Open Interest31.00Strike Price1.07KTurnover95.60%IV8.25%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.2376Delta0.0891Gamma65.10Leverage Ratio-0.1261Theta-0.0010Rho-15.46Eff Leverage0.0112Vega